+30.3%
KR vs CP
+20.4%
+9.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -1.3% | +2.4% | -3.7% | -1.4% |
| 30D | +1.5% | -0.5% | +2.1% | +1.5% |
| 3M | -8.5% | +1.4% | -9.9% | -8.6% |
| 6M | -21.9% | +10.3% | -32.2% | -22.0% |
| YTD | -6.9% | +24.3% | -31.2% | -7.6% |
| 1Y | -14.0% | +20.4% | -34.4% | -14.7% |
| 3Y | +30.3% | +21.8% | +8.5% | +30.2% |
| All | +30.3% | +20.4% | +9.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling